Test of random effects with incomplete panel data.
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Publication:1427757
DOI10.1016/S0378-4754(03)00107-1zbMath1038.62019OpenAlexW2011774138MaRDI QIDQ1427757
Publication date: 14 March 2004
Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0378-4754(03)00107-1
Applications of statistics to economics (62P20) Parametric hypothesis testing (62F03) Point estimation (62F10) Linear inference, regression (62J99) Analysis of variance and covariance (ANOVA) (62J10)
Related Items
Hausman-type tests for individual and time effects in the panel regression model with incomplete data ⋮ Statistical inference for the unbalanced two-way error component regression model with errors-in-variables ⋮ A moment-based test for individual effects in the error component model with incomplete panels
Cites Work
- LM tests for unit roots in the presence of missing observations: Small sample evidence
- Incomplete panels. A comparative study of alternative estimators for the unbalanced one-way error component regression model
- A lagrange multiplier test for the error components model with incomplete panels
- PARAMETER ESTIMATION OF UNIT ROOT PROCESSES WITH MISSING OBSERVATIONS
